tests/testthat/test_broyden_band.R

In jlmelville/funconstrain: Functions for Testing Unconstrained Numerical Optimization

context("Broyden Banded")
testfun <- broyden_band()
min_x10 <- c(-0.4283029, -0.4765964, -0.5196525, -0.5580993, -0.5925062,
             -0.6245037, -0.6232395, -0.6213938, -0.6204536, -0.5864693)
min_fx10 <- 0

test_that("Analytical and finite difference gradients match at x0", {
  expect_gfd(testfun, testfun$x0(10))
})
test_that("f, g, and fg match at x0", {
  x0 <- testfun$x0(10)
  fg <- testfun$fg(x0)
  expect_equal(fg$fn, testfun$fn(x0))
  expect_equal(fg$gr, testfun$gr(x0))
})
test_that("Gradient is zero at stated minima", {
  expect_equal(testfun$gr(min_x10), rep(0, 10), tol = 1e-5)
})
test_that("Function value is correct at stated minima", {
  expect_equal(testfun$fn(min_x10), min_fx10, tol = 1e-6)
})

test_that("Optimizer can reach minimum", {
  res <- stats::optim(par = testfun$x0(10), fn = testfun$fn, gr = testfun$gr,
                      method = "L-BFGS-B")
  expect_equal(res$par, min_x10, tol = 1e-6)
  expect_equal(res$value, min_fx10, tol = 1e-6)
})